The stochastic control problem for forward-backward doubly system with Lévy processes (Q2825125)
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scientific article; zbMATH DE number 6635532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic control problem for forward-backward doubly system with Lévy processes |
scientific article; zbMATH DE number 6635532 |
Statements
6 October 2016
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forward-backward doubly stochastic differential equation
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stochastic control problem
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variational inequality
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maximum principle
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Itô formula
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0.94393426
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0.9321594
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0.92928064
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0.92546237
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0.92408586
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0.91107434
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The stochastic control problem for forward-backward doubly system with Lévy processes (English)
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